单项选择题
Which of the following statements is least likely to be an assumption about investor behaviour underlying the Markowitz model？（）
A.Investors maximize one-period expected return
B.Investors base their decisions solely on expected return and risk
C.Investors have utility curves that are a function of expected returns and variance
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A.Banks
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According to the Capital Asset Pricing Model （CAPM），the market portfolio（）
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Which of the following performance measures most likely relies on systematic risk as opposed to total risk when calculating risk-adjusted return？（）
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